Weighted norm inequalities and hedging in incomplete markets Freddy DelbaenPascale MonatChristophe Stricker Pages: 181 - 227
An application of hidden Markov models to asset allocation problems Robert J. ElliottJohn van der Hoek Pages: 229 - 238
On Leland's strategy of option pricing with transactions costs Yuri M. KabanovMher M. Safarian Pages: 239 - 250
A note on the existence of unique equivalent martingale measures in a Markovian setting Tina Hviid Rydberg Pages: 251 - 257
